Report on the transaction dataset for SWESTR

The Riksbank aims to be as transparent as possible regarding SWESTR. Therefore, the Riksbank provides summary information about how subsequent changes to the transaction dataset would have affected the determined SWESTR values.

The Riksbank aims to be as transparent as possible regarding SWESTR. Hence, the Riksbank publishes information on how subsequent changes to the transaction dataset for SWESTR would have affected SWESTR values, if they had been known when SWESTR was determined. The report is published with a delay and covers a calendar quarter.

This report includes instances when changes have occurred to the transaction dataset between the first and the second calculation, e.g. due to late reporting or validation, but the changes were not large enough for the Riksbank to determine a corrected SWESTR value. The report also includes instances when changes occurred to the transaction dataset after the second calculation, e.g. due to a reporting agency subsequently changing the reported data. Changes to the transaction dataset due to errors by the Riksbank also appear in the report.

The report includes all instances where the absolute difference between the determined SWESTR value and the value calculated based on the changed transaction dataset exceeds 0.1 basis point (i.e. 0.001 percentage points). For each instance included in the report, summary information about the reasons for the changes to the transaction dataset is provided. One or more of the following three reasons for a changed transaction dataset are thus provided for each instance:

  • Late reporting or validation
    One or more reporting agencies did not report or validate transaction data by the deadline. All changes received on the publication day of the SWESTR value are attributed to this category.
  • Subsequently changed data
    One or more reporting agencies have subsequently reported changed transaction data. All changes received after publication day of the SWESTR value are attributed to this category.
  • Administrator error
    An operational error at the Riksbank or an error in the Riksbank’s systems has affected the calculation.

The data in the report is reconciled on the last day of the month following the period covered by the report. The report is published five banking days after the day of reconciliation.

Was this information helpful? After your answear a textbox appears

Thanks for your feedback!

Updated 06/05/2022